Good News: It can be done!
Other news: It takes a fair amount of work.
Best bet is to look up "tanning" in any book that deals with taxidermy.
If you live in a larger city where there is a furrier, ask them and they can generally guide you along the process.
The way I do it is that after the dye has been set I squeegie the skins and remove all the wetness that I can, then I pin the skins on a piece of drywall/wallboard/rockboard and let them dry to about 90%. Skin up hair on the board.
Then I start a quick dry with a hair blower and last I "break" the skin over a piece of oak board that I fashioned with a semi circle at the top. Breaking means rubbing the skin side on the board like you do when shinning shoes. The edges will likely need to be cut off since they get harder as they dry from the heat of rubing back & forth.